Situated in North Hertfordshire, just off the A1(M) Motorway, Baldock was founded by the Knights Templar in the 12th century. The town has retained its old-world charm with most of the town centre buildings being built before the mid-19th century. The parish church of St Mary has an impressive 14th century tower and 'spike' steeple.

Baldock's main supermarket, Tesco, is situated in a building that was a purpose-built film studio. By 1963 the building film studio had become the Kaysor Bondor Ballroom. On 21 December 1963, the Rolling Stones played at the ballroom.

Baldock is situated on the ancient Roman road, the Icknield Way. In fact, the main road into Baldock from the A1(M), the A5141, lies on top of the Icknield Way. Baldock lies on the site of a Roman settlement.